Search found 42 matches

by trackstar
Wed Dec 15, 2010 2:56 pm
Forum: Testing and Simulation
Topic: ATR Value
Replies: 56
Views: 45588

Are any of the participants of this thread still interested in taking this discussion further? I know I am very late to the party. I am attaching a picture of my attempt to replicate for futures what Menelik described as %ATR(yellow) and the Variance of %ATR(blue) on a daily chart of comex Gold. I c...
by trackstar
Sat Nov 20, 2010 6:19 pm
Forum: Testing and Simulation
Topic: What is a good/realistic MAR for a trading system
Replies: 9
Views: 7541

Do most people feel the same as RGD? This is an interesting topic because I am sure that answer is different for many traders.


heres an attachment of a long term trend following system of mine.